+118.0%
NOK vs ACI
-32.3%
+150.4%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +3.0% | +2.7% |
| 7D | -1.8% | +0.2% | -1.9% | -1.8% |
| 30D | +4.7% | +5.9% | -1.2% | +4.7% |
| 3M | -39.7% | -19.8% | -19.9% | -40.0% |
| 6M | +23.1% | -24.7% | +47.8% | +21.4% |
| YTD | +55.0% | -24.4% | +79.4% | +52.9% |
| 1Y | +118.0% | -31.5% | +149.5% | +111.7% |
| All | +118.0% | -32.3% | +150.4% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling